The Thyssen-Bornemisza National Museum is located near the Prado Museum, making it part of the "Golden Triangle of Art". The collection at the Thyssen-Bornemisza is world-renowned, and it is one of the most comprehensive museums in the world. 

The first collection is comprised of works by the Italian Baroque master Vincent van Gogh. It also includes a collection of a large number of Renaissance and Baroque masterpieces by Van Eyck, including the Diptych of the Annunciation. Besides this, the museum also has a vast collection of 19th century French Impressionist and Post-Impressionist paintings, by such artists as Fragonard, Matisse, and Picasso.

The second collection is made up of works from the Renaissance and the Baroque eras. This collection contains several paintings by Rembrandt, Leonardo da Vinci, and Pablo Picasso. In addition, the collection features several works by German masters, including Rembrandt, Van Gogh, and Goya. The Thyssen Museum of Art also displays many modern works of art. And the museum also boasts a wide array of important European sculptures and paintings.

Heinrich Thyssen-Bornemisza acquired most of the collection of his family and also acquired a number of new works. The collection includes works by Gotico artists to Lucien Freud. It also houses a collection of classical sculptures. The museum is one of the most important in the world. It is also one of the largest in Europe.